Youssef Hakiki

activity

20212026

most citedIrregularity scales for Gaussian processes: Hausdorff dimensions and hitting probabilities

1 citations · 1 across the 7 of their papers we have counts for

collaborators

7 papers

math.PR2026

On Itô-Stratonovich formula for rough sheets

Youssef Hakiki, Samy Tindel

In this paper, we explore a new strategy towards an Itô-Stratonovich type formula for rough sheets. Historically, planar integration for irregular paths has been notoriously cumber…

math.PR2026

Polarity of points for Gaussian random fields in critical dimension

Youssef Hakiki, Cheuk Yin Lee, Yimin Xiao

We study the property of hitting points for a class of $R^{d}$ -valued continuous Gaussian random fields on $R^{N}$ with stationary increments, i.i.d. coordinates, and…

math.PR2023★ 1 cited

Irregularity scales for Gaussian processes: Hausdorff dimensions and hitting probabilities

Youssef Hakiki, Frederi Viens

Let $X$ be a $d$ -dimensional Gaussian process in $[0, 1]$ , where the component are independent copies of a scalar Gaussian process $X_{0}$ on $[0, 1]$ with a given general variance fun…

math.PR2023

Fractional Brownian motion with deterministic drift: How critical is drift regularity in hitting probabilities

Mohamed Erraoui, Youssef Hakiki

Let $B^{H}$ be a $d$ -dimensional fractional Brownian motion with Hurst index $H \in (0, 1)$ , $f : [0, 1] ⟶ R^{d}$ a Borel function, and $E \subset [0, 1]$ , $F\subset\ma…

math.PR2021

Hausdorff dimensions and Hitting probabilities for some general Gaussian processes

Frederi Viens, Mohamed Erraoui, Youssef Hakiki

Let $B$ be a $d$ -dimensional Gaussian process on $R$ , where the component are independents copies of a scalar Gaussian process $B_{0}$ on $R_{+}$ with a given general…

math.PR2021

Hitting probabilities for fractional Brownian motion with deterministic drift

Youssef Hakiki, Mohamed Erraoui

Let $B^{H}$ be a $d$ -dimensional fractional Brownian motion with Hurst index $H \in (0, 1)$ , $f : [0, 1] ⟶ R^{d}$ a Borel function, and $E \subset [0, 1]$ , $F\subset\ma…

math.PR2021

Images of Fractional Brownian motion with deterministic drift: Positive Lebesgue measure and non-empty interior

Youssef Hakiki, Mohamed Erraoui

Let $B^{H}$ be a fractional Brownian motion in $R^{d}$ of Hurst index $H \in (0, 1)$ , $f : [0, 1] ⟶ R^{d}$ a Borel function and $A\sub…